Serialized Form (finmath lib automatic differentiation extensions 1.1.0 API)

Package net.finmath.montecarlo.automaticdifferentiation
- Class net.finmath.montecarlo.automaticdifferentiation.AbstractRandomVariableDifferentiableFactory extends AbstractRandomVariableFactory implements Serializable
  - Serialized Fields
    - randomVariableFactoryForNonDifferentiable
```
AbstractRandomVariableFactory randomVariableFactoryForNonDifferentiable
```
Package net.finmath.montecarlo.automaticdifferentiation.backward
- Class net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD extends Object implements Serializable
  
  serialVersionUID:
  
  2459373647785530657L
  - Serialized Fields
    - values
```
RandomVariableInterface values
```
    - operatorTreeNode
```
net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD.OperatorTreeNode operatorTreeNode
```
    - factory
```
RandomVariableDifferentiableAADFactory factory
```
- Class net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAADFactory extends AbstractRandomVariableDifferentiableFactory implements Serializable
  - Serialized Fields
    - barrierDiracWidth
```
double barrierDiracWidth
```
    - isGradientRetainsLeafNodesOnly
```
boolean isGradientRetainsLeafNodesOnly
```
Package net.finmath.montecarlo.automaticdifferentiation.forward
- Class net.finmath.montecarlo.automaticdifferentiation.forward.RandomVariableDifferentiableAD extends Object implements Serializable
  
  serialVersionUID:
  
  2459373647785530657L
  - Serialized Fields
    - values
```
RandomVariableInterface values
```
    - operatorTreeNode
```
net.finmath.montecarlo.automaticdifferentiation.forward.RandomVariableDifferentiableAD.OperatorTreeNode operatorTreeNode
```
- Class net.finmath.montecarlo.automaticdifferentiation.forward.RandomVariableDifferentiableADFactory extends AbstractRandomVariableDifferentiableFactory implements Serializable
Package net.finmath.montecarlo.interestrate.products
- Class net.finmath.montecarlo.interestrate.products.Portfolio extends AbstractProductComponent implements Serializable
  
  serialVersionUID:
  
  -1360506093081238482L
  - Serialized Fields
    - products
```
AbstractLIBORMonteCarloProduct[] products
```
    - weights
```
double[] weights
```

Package net.finmath.optimizer

Class net.finmath.optimizer.LevenbergMarquardt extends Object implements Serializable

serialVersionUID:: 4560864869394838155L

Serialized Fields

regularizationMethod

LevenbergMarquardt.RegularizationMethod regularizationMethod

initialParameters
```
double[] initialParameters
```
parameterSteps
```
double[] parameterSteps
```
targetValues
```
double[] targetValues
```
weights
```
double[] weights
```
maxIteration
```
int maxIteration
```
lambda
```
double lambda
```
lambdaDivisor
```
double lambdaDivisor
```
lambdaMultiplicator
```
double lambdaMultiplicator
```
errorRootMeanSquaredTolerance
```
double errorRootMeanSquaredTolerance
```
iteration
```
int iteration
```
parameterTest
```
double[] parameterTest
```
parameterIncrement
```
double[] parameterIncrement
```
valueTest
```
double[] valueTest
```
parameterCurrent
```
double[] parameterCurrent
```
valueCurrent
```
double[] valueCurrent
```
derivativeCurrent
```
double[][] derivativeCurrent
```
errorMeanSquaredCurrent
```
double errorMeanSquaredCurrent
```
errorRootMeanSquaredChange
```
double errorRootMeanSquaredChange
```

isParameterCurrentDerivativeValid

boolean isParameterCurrentDerivativeValid

hessianMatrix
```
double[][] hessianMatrix
```
beta
```
double[] beta
```
numberOfThreads
```
int numberOfThreads
```
executor
```
ExecutorService executor
```
executorShutdownWhenDone
```
boolean executorShutdownWhenDone
```
logger
```
Logger logger
```

Class net.finmath.optimizer.SolverException extends Exception implements Serializable

serialVersionUID:

7123998462171729835L

Class net.finmath.optimizer.StochasticLevenbergMarquardt extends Object implements Serializable

serialVersionUID:: 4560864869394838155L

Serialized Fields

regularizationMethod

StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod

initialParameters

RandomVariableInterface[] initialParameters

parameterSteps

RandomVariableInterface[] parameterSteps

targetValues
```
RandomVariableInterface[] targetValues
```
maxIteration
```
int maxIteration
```
lambda
```
double lambda
```
lambdaInitialValue
```
double lambdaInitialValue
```
lambdaDivisor
```
double lambdaDivisor
```
lambdaMultiplicator
```
double lambdaMultiplicator
```
numberOfPaths
```
int numberOfPaths
```
errorTolerance
```
double errorTolerance
```
iteration
```
int iteration
```
parameterTest
```
RandomVariableInterface[] parameterTest
```
valueTest
```
RandomVariableInterface[] valueTest
```

parameterCurrent

RandomVariableInterface[] parameterCurrent

valueCurrent
```
RandomVariableInterface[] valueCurrent
```

derivativeCurrent

RandomVariableInterface[][] derivativeCurrent

errorMeanSquaredCurrent
```
double errorMeanSquaredCurrent
```
errorRootMeanSquaredChange
```
double errorRootMeanSquaredChange
```

isParameterCurrentDerivativeValid

boolean isParameterCurrentDerivativeValid

executor
```
ExecutorService executor
```
executorShutdownWhenDone
```
boolean executorShutdownWhenDone
```
logger
```
Logger logger
```

Class net.finmath.optimizer.StochasticLevenbergMarquardtAD extends StochasticLevenbergMarquardt implements Serializable

serialVersionUID:

-8852002990042152135L
- Serialized Fields
  - isGradientValuationParallel
```
boolean isGradientValuationParallel
```

Class net.finmath.optimizer.StochasticPathwiseLevenbergMarquardt extends Object implements Serializable

serialVersionUID:: 4560864869394838155L

Serialized Fields

initialParameters

RandomVariableInterface[] initialParameters

parameterSteps

RandomVariableInterface[] parameterSteps

targetValues
```
RandomVariableInterface[] targetValues
```
weights
```
RandomVariableInterface[] weights
```
maxIteration
```
int maxIteration
```
lambda
```
double[] lambda
```
lambdaInitialValue
```
double lambdaInitialValue
```
lambdaDivisor
```
double lambdaDivisor
```
lambdaMultiplicator
```
double lambdaMultiplicator
```
numberOfPaths
```
int numberOfPaths
```
errorTolerance
```
RandomVariableInterface errorTolerance
```
iteration
```
int iteration
```
parameterTest
```
RandomVariableInterface[] parameterTest
```
valueTest
```
RandomVariableInterface[] valueTest
```

parameterCurrent

RandomVariableInterface[] parameterCurrent

valueCurrent
```
RandomVariableInterface[] valueCurrent
```

derivativeCurrent

RandomVariableInterface[][] derivativeCurrent

errorMeanSquaredCurrent

RandomVariableInterface errorMeanSquaredCurrent

errorRootMeanSquaredChange

RandomVariableInterface errorRootMeanSquaredChange

isParameterCurrentDerivativeValid

boolean[] isParameterCurrentDerivativeValid

executor
```
ExecutorService executor
```
executorShutdownWhenDone
```
boolean executorShutdownWhenDone
```
logger
```
Logger logger
```

Class net.finmath.optimizer.StochasticPathwiseLevenbergMarquardtAD extends StochasticPathwiseLevenbergMarquardt implements Serializable

serialVersionUID:

-8852002990042152135L

Serialized Form

Package net.finmath.montecarlo.automaticdifferentiation

Class net.finmath.montecarlo.automaticdifferentiation.AbstractRandomVariableDifferentiableFactory extends AbstractRandomVariableFactory implements Serializable

Serialized Fields

randomVariableFactoryForNonDifferentiable

Package net.finmath.montecarlo.automaticdifferentiation.backward

Class net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD extends Object implements Serializable

Serialized Fields

values

operatorTreeNode

factory

Class net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAADFactory extends AbstractRandomVariableDifferentiableFactory implements Serializable

Serialized Fields

barrierDiracWidth

isGradientRetainsLeafNodesOnly

Package net.finmath.montecarlo.automaticdifferentiation.forward

Class net.finmath.montecarlo.automaticdifferentiation.forward.RandomVariableDifferentiableAD extends Object implements Serializable

Serialized Fields

values

operatorTreeNode

Class net.finmath.montecarlo.automaticdifferentiation.forward.RandomVariableDifferentiableADFactory extends AbstractRandomVariableDifferentiableFactory implements Serializable

Package net.finmath.montecarlo.interestrate.products

Class net.finmath.montecarlo.interestrate.products.Portfolio extends AbstractProductComponent implements Serializable

Serialized Fields

products

weights

Package net.finmath.optimizer

Class net.finmath.optimizer.LevenbergMarquardt extends Object implements Serializable

Serialized Fields

regularizationMethod

initialParameters

parameterSteps

targetValues

weights

maxIteration

lambda

lambdaDivisor

lambdaMultiplicator

errorRootMeanSquaredTolerance

iteration

parameterTest

parameterIncrement

valueTest

parameterCurrent

valueCurrent

derivativeCurrent

errorMeanSquaredCurrent

errorRootMeanSquaredChange

isParameterCurrentDerivativeValid

hessianMatrix

beta

numberOfThreads

executor

executorShutdownWhenDone

logger

Class net.finmath.optimizer.SolverException extends Exception implements Serializable

Class net.finmath.optimizer.StochasticLevenbergMarquardt extends Object implements Serializable

Serialized Fields

regularizationMethod

initialParameters

parameterSteps

targetValues

maxIteration

lambda

lambdaInitialValue

lambdaDivisor

lambdaMultiplicator

numberOfPaths

errorTolerance

iteration

parameterTest

valueTest

parameterCurrent

valueCurrent

derivativeCurrent

errorMeanSquaredCurrent

errorRootMeanSquaredChange

isParameterCurrentDerivativeValid

executor

executorShutdownWhenDone